• 제목/요약/키워드: Nonparametric frequency

검색결과 44건 처리시간 0.027초

THE STUDY OF PARAMETRIC AND NONPARAMETRIC MIXTURE DENSITY ESTIMATOR FOR FLOOD FREQUENCY ANALYSIS

  • Moon, Young-Il
    • Water Engineering Research
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    • 제1권1호
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    • pp.49-61
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    • 2000
  • Magnitude-frequency relationships are used in the design of dams, highway bridges, culverts, water supply systems, and flood control structures. In this paper, possible techniques for analyzing flood frequency at a site are presented. A currently used approach to flood frequency analysis is based on the concept of parametric statistical inference. In this analysis, the assumption is make that the distribution function describing flood data in known. However, such an assumption is not always justified. Even though many people have shown that the nonparametric method provides a better fit to the data than the parometric method and gives more reliable flood estimates. the noparpmetric method implies a small probability in extrapolation beyond the highest observed data in the sample. Therefore, a remedy is presented in this paper by introducing an estimator which mixes parametric and nonparametric density estimate.

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THE STUDY OF FLOOD FREQUENCY ESTIMATES USING CAUCHY VARIABLE KERNEL

  • Moon, Young-Il;Cha, Young-Il;Ashish Sharma
    • Water Engineering Research
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    • 제2권1호
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    • pp.1-10
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    • 2001
  • The frequency analyses for the precipitation data in Korea were performed. We used daily maximum series, monthly maximum series, and annual series. For nonparametric frequency analyses, variable kernel estimators were used. Nonparametric methods do not require assumptions about the underlying populations from which the data are obtained. Therefore, they are better suited for multimodal distributions with the advantage of not requiring a distributional assumption. In order to compare their performance with parametric distributions, we considered several probability density functions. They are Gamma, Gumbel, Log-normal, Log-Pearson type III, Exponential, Generalized logistic, Generalized Pareto, and Wakeby distributions. The variable kernel estimates are comparable and are in the middle of the range of the parametric estimates. The variable kernel estimates show a very small probability in extrapolation beyond the largest observed data in the sample. However, the log-variable kernel estimates remedied these defects with the log-transformed data.

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한반도 목표 표준강수지수(SPI) 산정에 관한 연구 (A Study on Target Standardized Precipitation Index in Korea)

  • 김민석;문영일
    • 대한토목학회논문집
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    • 제34권4호
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    • pp.1117-1123
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    • 2014
  • 물은 인류와 동식물의 필요조건으로, 물 부족 상태 즉 가뭄은 전 세계적으로 가장 두려워하는 재해 중 하나이다. 본 연구는 지역적인 특성을 고려하여 가뭄을 판단하고 대응하기 위해 목표재현기간을 설정하고 한반도 전역을 대상으로 시 군 구 단위의 지역별 목표 표준강수지수를 산정하였다. 먼저 한반도에 위치한 30년 이상의 자료기간을 보유한 88개 기상관측소의 강우자료에서 월별강우자료를 추출하고 SPI (3)가뭄지수를 산정하였다. 산정된 SPI (3)에서 연도별 최저치를 추출하여 매개변수적 빈도해석과 경계핵밀도 함수를 이용한 비매개변수적 빈도해석을 실시하였다. 또한, 목표재현기간을 30년으로 설정하고 비매개변수적 빈도해석 결과에 티센비 적용하여 시 군 구 단위로 목표 표준강수지수를 산정하였다. 분석결과 가뭄의 심도와 빈도가 지역별로 크게 다르게 나타남을 확인 할 수 있었으며, 이는 한반도 가뭄의 판단과 대응을 위한 기초자료로 국가적인 수자원계획과 방재대책에 기여하고자 한다.

FREQUENCY HISTOGRAM MODEL FOR LINE TRANSECT DATA WITH AND WITHOUT THE SHOULDER CONDITION

  • EIDOUS OMAR
    • Journal of the Korean Statistical Society
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    • 제34권1호
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    • pp.49-60
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    • 2005
  • In this paper we introduce a nonparametric method for estimating the probability density function of detection distances in line transect sampling. The estimator is obtained using a frequency histogram density estimation method. The asymptotic properties of the proposed estimator are derived and compared with those of the kernel estimator under the assumption that the data collected satisfy the shoulder condition. We found that the asymptotic mean square error (AMSE) of the two estimators have about the same convergence rate. The formula for the optimal histogram bin width is derived which minimizes AMSE. Moreover, the performances of the corresponding k-nearest-neighbor estimators are studied through simulation techniques. In the absence of our knowledge whether the shoulder condition is valid or not a new semi-parametric model is suggested to fit the line transect data. The performances of the proposed two estimators are studied and compared with some existing nonparametric and semiparametric estimators using simulation techniques. The results demonstrate the superiority of the new estimators in most cases considered.

통계적 방법에 의한 지점강우의 권역화 연구 (A Study on the Regionalization of Point Rainfall by Statistical Methods)

  • 이정식;신창동;김영욱
    • 한국방재학회:학술대회논문집
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    • 한국방재학회 2007년도 정기총회 및 학술발표대회
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    • pp.575-578
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    • 2007
  • The objective of this study is to analyze the regionalization of point rainfall by statistical methods for regional frequency analysis of the rainfall. The rainfall data used in this study are annual maximum rainfall at 57 stations during the period of more than 30 years for 12 durations(10min, 1, 2, 3, 4, 5, 6, 8, 10, 12, 18, 24hr) in Korea. The Mann-Whitney U test, Kruskal-Wallis one-way analysis of variance of nonparametric test the principal component and the cluster analysis have been performed to analyze the regionalization of rainfall. The results of this study are as follows; (1) The region which hydrological homogeneous is accepted does not exist for whole duration in Korea. (2) The result of nonpametric test shows that hydrological homogeneous regions of point rainfall are divided by 5 regions. (3) In case of cluster analysis hydrological homogeneous regions of point rainfall are divided by 6 regions and 4 other areas.

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도시화가 도시지역 강수변화에 미치는 영향 연구 (A Study of the Urbanization Effect on the Precipitation Pattern in Urban Areas)

  • 오태석;안재현;문영일;김종석
    • 한국수자원학회논문집
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    • 제38권10호
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    • pp.885-894
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    • 2005
  • 1970년대 이후, 우리나라는 산업화에 따른 급격한 도시화가 이루어졌다. 본 논문에서는 우리나라의 대표적인 도시인 서울특별시 및 6대 광역시의 1973년부터 2003년까지의 31개년의 강수랑 자료를 이용하여 강수량의 변화에 대하여 분석하였다. 이와 함께 도시화에 따른 강수량의 변동성을 평가하기 위해서 비도시 지역을 선정하였으며 도시 지역의 강수량 변화와 비교하였다. 도시 지역과 비도시 지역의 연강수량, 계절별 강수량, 지속 시간 1시간 및 24시간연최대 강수량에 대해 임의기간에 따른 평균 분석, 경향성 분석, 변동성 분석, 비매개변수적 빈도 해석을 수행한 결과, 도시화 지역에서 비도시화 지역보다 강우 증가율이 더 컸으며, 특히 여름 강수량의 증가량이 두드러졌다.

극치값 추정에 적합한 비매개변수적 핵함수 개발 (A Development of Noparamtric Kernel Function Suitable for Extreme Value)

  • 차영일;김순범;문영일
    • 한국수자원학회논문집
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    • 제39권6호
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    • pp.495-502
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    • 2006
  • 비매개변수적 빈도해석을 위해 제시되는 핵밀도함수 방법에서 내삽법은 외삽법보다 더 신뢰적이기 때문에 내삽법과 관련된 광역폭의 선택이 외삽 문제와 연관되는 핵함수의 선택보다 중요하다. 그러나, 재현기간이 자료구간보다 커지거나 또는 $200{\sim}500$년 빈도 발생과 같은 확률 값에 대한 추정을 하는 경우는 자료의 외삽이 중요한 문제이며 따라서 이에 따른 핵함수의 선택도 중요시된다. 핵함수에 따라서는 외삽에 대해 상대적으로 작거나 큰 값이 제시 될 수 있으므로 극치값 추정에는 어려운 점이 있다. 따라서 본 논문에서는 일반적으로 내삽 및 외삽에도 적합한 핵함수로 Modified Cauchy 핵함수를 제시하였다.

On Choice of Kautz functions Pole and its Relation with Accuracy in System Identification

  • Bae, Chul-Min;Wada, Kiyoshi;Imai, Jun
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1999년도 제14차 학술회의논문집
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    • pp.125-128
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    • 1999
  • A linear time-invariant model can be described either by a parametric model or by a nonparametric model. Nonparametric models, for which a priori information is not necessary, are basically the response of the dynamic system such as impulse response model and frequency models. Parametric models, such as transfer function models, can be easily described by a small number of parameters. In this paper aiming to take benefit from both types of models, we will use linear-combination of basis fuctions in an impulse response using a few parameters. We will expand and generalize the Kautz functions as basis functions for dynamical system representations and we will consider estimation problem of transfer functions using Kautz function. And so we will present the influences of poles settings of Kautz function on the identification accuracy.

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FPGA를 이용한 2축 보간기의 설계 (Design of a 2-axis interpolator using FPGA)

  • 여수진;김종은;원종백;박종식
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2003년도 학술회의 논문집 정보 및 제어부문 B
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    • pp.596-599
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    • 2003
  • In this paper, we designed the digital pulse motor control chip including a circular interpolation function. The proposed algorithm in this paper is a nonparametric cure generation algorithm (Jordan's algorith) and a very simple algorithm. So the design for this algorithm used a small number of gates. Also an average error is fairly low. The max output speed is 4Mpps(Pulse per second), the max input frequency is 16MHz and the chip is useful for the stepping and servo motors. The software contains one or two, and many axes linear interpolation algorithm and two axes circular interpolation algorithm.

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A frequency domain adaptive PID controller based on non-parametric plant model representation

  • Egashira, Toyokazu;Iwai, Zenta;Hino, Mitsushi;Takeyama, Yoshikazu;Ono, Taisuke
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1996년도 Proceedings of the Korea Automatic Control Conference, 11th (KACC); Pohang, Korea; 24-26 Oct. 1996
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    • pp.165-168
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    • 1996
  • In this paper, we propose a design method of PID adaptive controller based on frequency domain analysis. The method is based on the estimation of a nonparametric process model in the frequency domain and the determination of the PID controller parameters by achieving partial model matching so as to minimize a performance function concerning to relative model error between the loop transfer function of the control system and the desired system. In the design method the process is represented only by a discrete set of points on the Nyquist curve of the process. Therefore it is not necessary to estimate a full order parameterized process model.

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